Stochastic differential systems : filtering and control : proceedings of the IFIP-WG 7/1 working conference , Marseille-Luminy, France, march 12-17, 1984

Autore: Autori Vari Editore: Springer-Verlag Anno:1985 ISBN: 3540151761 Collana: (Lecture notes in control and information sciences ; 69) Condizioni: NUOVO Categoria: Monografia ID titolo:77074705 "Stochastic differential systems : filtering and control : proceedings of the IFIP-WG 7/1 working conference , Marseille-Luminy, France, march 12-17, 1984" è in vendita da martedì 17 novembre 2020 alle 13:26 in provincia di Perugia

Note su "Stochastic differential systems : filtering and control : proceedings of the IFIP-WG 7/1 working conference , Marseille-Luminy, France, march 12-17, 1984":
edited by M. Metivier and E. Pardoux
VIII, 322 p. ; 24 cm.
(Lecture notes in control and information sciences ; 69)

Table of contents (33 chapters)
- Preface
- List of Participants

1. Stochastic partial differential equations and infinite dimensional martingale problems
- Hypoellipticite des equations aux derivees partielles stochastiques a coefficients aleatoires / M. Chaleyat-Maurel
- Stationary distributions for ∞-dimensional linear equations with general noise / Anna Chojnowska-Michalik
- Non-linear evolution equations and functionnals of measure-valued branching processes / Nicole Karoui
- DNA disribution as a measure valued process / A. Gerardi ... [et al.]
- Weak solutions of stochastic evolution equations / B. Grigelionis ... [et al.]
- Stability of parabolic equations with boundary and pointwise noise / Akira Ichikawa
- Stochastic partial differential equations and renormalization theory (stochastic quantization) / G. Jona-Lasinio ... [et al.]
- On the regularity of the solutions of stochastic partial differential equations / A.S. Ustunel

2. Fluctuations and asymptotic analysis of finite and infinite dimensional systems
- Asymptotic analysis of multilevel stochastic systems / Donald A. Dawson
- Space scaling limit theorems for infinite particle branching brownian motions with immigration / Luis G. Gorostiza
- An invariance principle for martingales with values in sobolev spaces / Michel Metivier
- Large deviations for stationary Gaussian processes / M.D. Donsker ... [et al.]
- Asymptotic expansion of the Lyapunov exponent and the rotation number for the schrödinger operator with random potential / Volker Wihstutz
- Homogeneization for equations with random coefficients / V.V. Yurinskii

3. Stochastic equations, diffusions
- A nice discretization for stochastic line integrals / J.M.C. Clark
- On one-dimensional stochastic differential equations with generalized drift / H.J. Engelbert ... [et al.]
- An entropy approach to the time reversal of diffusion processes / H. Föllmer
- On the drift of a reversed diffusion / U.G. Haussmann
- Time reversal of diffusion processes / U.G. Haussmann ... [et al-]
- Divergence, convergence and moments of some integral functionals of diffusions / M. Musiela
- On first exit times of diffusions / E. Platen

4. Filtering
- Smoothing for a finite state Markov process / Robert J. Elliott
- Some remarks on gaussian solutions and explicit filtering formulae / Dimitar I. Hadjiev
- White noise theory of filtering-some robustness and consistency results / G. Kallianpur
- A martingale problem for conditional distributions and uniqueness for the nonlinear filtering equations / Thomas G. Kurtz ... [et al.]
- Continuous versions of the conditional statistics of nonlinear filtering / H.J. Sussmann

5. Control theory
- Homogenization of bellman equations / A. Bensoussan ... [et al.]
- Partially observed stochastic controls based on a cumulative digital read out of the observations / Nigel J. Cutland
- Some results on bellman equation in Hilbert spaces and applications to infinite dimensional control problems / G. Prato
- A PDE approach to asymptotic estimates for optimal exit probabilities / Wendell H. Fleming ... [et al.]
- Optimal stochastic control with state constraints / P.L. Lions
- On impulse control with partial observation / G. Mazziotto ... [et al.]
- Construction and control of reflected diffusion with jumps / José Luis Menaldi ... [et al.]

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